-80.9%
FIG vs PSKY
-13.4%
-67.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -2.8% |
| 7D | -14.5% | -6.8% | -7.6% | -14.0% |
| 30D | -13.3% | +10.2% | -23.6% | -14.0% |
| 3M | +7.4% | +0.3% | +7.1% | +7.2% |
| 6M | -27.8% | -7.8% | -20.0% | -27.6% |
| YTD | -41.1% | -23.0% | -18.1% | -40.6% |
| 1Y | -58.7% | -31.6% | -27.1% | -58.4% |
| All | -80.9% | -13.4% | -67.5% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling